piker

Author	SHA1	Message	Date
Gud Boi	8e89943a9e	Add holiday-gap detection via `exchange_calendars` Integrate `exchange_calendars` lib to detect market holidays in gap-checking logic via new `.ib.venues.has_holiday()` helper! The `.ib.venues` impl deats, - add a new `has_holiday()` using `xcals.get_calendar()` and friends for sanity checking a venue's holiday closure-gaps. * final holiday detection-check is basically, `(cash_gap := (next_open - prev_close)) > period` - include `time_step_s` param to `is_venue_closure()` for boundary tolerance checks. * let's us expand closure-time checks to include `+/-time_step_s` "off-by-one-`timeframe`-sample" edge case ranges. - add real docstring to `has_weekend()`. In `.ib.api` refine usage for ^ changes, - move `is_venue_open()` call + tz-convert outside gap check - use a walrus to capture `has_closure_gap` from `is_venue_closure()` - add a `not has_closure_gap` condition to the mismatched-duration/short-frame warning block to avoid needless warns. - keep duration-based "short-frame" log as `.error()` but toss in a bp so (somone can) umask to figure out wtf is going on.. * we should never really hit this path unless there's a valid bug or data issue with IB/GFIS! * keep recursion path masked-out just leave a `breakpoint()` for now. Also some logger updates, - import `get_logger()` from top-level `piker.log` vs `.ib._util` which was always kinda wrong.. - change `NonShittyIB._logger` to use `__name__` vs literal. (this commit msg was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code	2026-02-22 15:26:51 -05:00
Gud Boi	4069168d30	Add `exchange_calendar` dep for venue-closure gap checkin	2026-02-22 15:26:45 -05:00
Gud Boi	04c1d999f3	Adjust type annots in binance and IB symbol mods Namely, again switching `\|`-union syntax to rm adjacent white space. Also, flip to multiline style for threshold comparison in `.binance.feed` and change gap-check threshold to `timeframe` (vs a hardcoded `60`s) in the `get_ohlc()` closure. (this commit msg was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code	2026-02-22 15:25:32 -05:00
Gud Boi	47d0cfa2ff	Use `.ib.venues.is_venue_open()` in `.feed` In `.ib.feed.stream_quotes()` specifically that is since time-range checking code was moved to the new sub-mod. Deats, - drop import of old `is_current_time_in_range()` from `._util` - change `get_bars()` sig: `end_dt`/`start_dt` to `datetime\|None` - comment-out `breakpoint()` in `open_history_client()` Styling, - add multiline style to conditionals and tuple unpacks - fix type annotation: `Contract\|None` vs `Contract \| None` - fix backticks in comment: `ib_insync` vs `ib_async` (this commit msg was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code	2026-02-22 15:25:32 -05:00
Gud Boi	4c30547128	Add venue-closure gap-detection in `.ib.api.Client.bars()` With all detection logic coming from our new `.ib.venues` helpers allowing use to verify IB's OHLC bars frames don't contain unexpected time-gaps. `Client.bars()` new checking deats, - add `is_venue_open()`, `has_weekend()`, `sesh_times()`, and `is_venue_closure()` checks when `last_dt < end_dt` - always calc gap-period in local tz via `ContractDetails.timeZoneId`. - log warnings on invalid non-closure gaps, debug on closures for now. - change recursion case to just `log.error()` + `breakpoint()`; we might end up tossing it since i don't think i could ever get it to be reliable.. * mask-out recursive `.bars()` call (likely unnecessary). - flip `start_dt`/`end_dt` param defaults to `None` vs epoch `str`. - update docstring to clarify no `start_dt` support by IB - add mod level `_iso8601_epoch_in_est` const to keep track of orig param default value. - add multiline style to return type-annot, type all `pendulum` objects. Also, - uppercase `Crypto.symbol` for PAXOS contracts in `.find_contracts()`, tho now we're getting a weird new API error i left in a todo-comment.. (this commit msg was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code	2026-02-22 15:25:32 -05:00
Gud Boi	4f845f5010	Mv `parse_trading_hours()` from `._util` to `.venues` It was an AI-model draft that we can prolly toss but figured might as well org it appropriately. (this commit msg was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code	2026-02-22 15:25:32 -05:00
Gud Boi	9110edd77b	Add `.ib.venues` for mkt-venue-closure checkers Introduce set of helper-fns for detecting venue open/close status, session start/end times, and related time-gap detection using `pendulum`. Deats, - add `iter_sessions()` to yield `pendulum.Interval`s from a `ContractDetails` instance. - add `is_venue_open()` to check if active at a given time. - add `is_venue_closure()` to detect valid closure gaps. - add `sesh_times()` to extract weekday-agnostic open/close times. - add `has_weekend()` to check for Sat/Sun in interval. - move in lowlevel `is_current_time_in_range()` for checking a datetime within a `sesh: pendulum.Interval`. (this commit msg was generated in some part by [`claude-code`][claude-code-gh]) [claude-code-gh]: https://github.com/anthropics/claude-code	2026-02-22 15:25:32 -05:00

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				@ -96,7 +96,7 @@ if TYPE_CHECKING:

				    # from .feed import _FeedsBus

				log = get_logger(__name__)

				log = get_logger()

				# `ShmArray` buffer sizing configuration:

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